Trading Metrics calculated at close of trading on 04-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2016 |
04-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
1,324.6 |
1,318.9 |
-5.7 |
-0.4% |
1,347.0 |
High |
1,325.7 |
1,318.9 |
-6.8 |
-0.5% |
1,349.8 |
Low |
1,315.6 |
1,272.4 |
-43.2 |
-3.3% |
1,319.8 |
Close |
1,316.4 |
1,273.1 |
-43.3 |
-3.3% |
1,320.9 |
Range |
10.1 |
46.5 |
36.4 |
360.4% |
30.0 |
ATR |
13.9 |
16.2 |
2.3 |
16.7% |
0.0 |
Volume |
4,641 |
17,047 |
12,406 |
267.3% |
23,987 |
|
Daily Pivots for day following 04-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,427.6 |
1,396.9 |
1,298.7 |
|
R3 |
1,381.1 |
1,350.4 |
1,285.9 |
|
R2 |
1,334.6 |
1,334.6 |
1,281.6 |
|
R1 |
1,303.9 |
1,303.9 |
1,277.4 |
1,296.0 |
PP |
1,288.1 |
1,288.1 |
1,288.1 |
1,284.2 |
S1 |
1,257.4 |
1,257.4 |
1,268.8 |
1,249.5 |
S2 |
1,241.6 |
1,241.6 |
1,264.6 |
|
S3 |
1,195.1 |
1,210.9 |
1,260.3 |
|
S4 |
1,148.6 |
1,164.4 |
1,247.5 |
|
|
Weekly Pivots for week ending 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,420.2 |
1,400.5 |
1,337.4 |
|
R3 |
1,390.2 |
1,370.5 |
1,329.2 |
|
R2 |
1,360.2 |
1,360.2 |
1,326.4 |
|
R1 |
1,340.5 |
1,340.5 |
1,323.7 |
1,335.4 |
PP |
1,330.2 |
1,330.2 |
1,330.2 |
1,327.6 |
S1 |
1,310.5 |
1,310.5 |
1,318.2 |
1,305.4 |
S2 |
1,300.2 |
1,300.2 |
1,315.4 |
|
S3 |
1,270.2 |
1,280.5 |
1,312.7 |
|
S4 |
1,240.2 |
1,250.5 |
1,304.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,335.2 |
1,272.4 |
62.8 |
4.9% |
18.2 |
1.4% |
1% |
False |
True |
7,066 |
10 |
1,351.2 |
1,272.4 |
78.8 |
6.2% |
16.3 |
1.3% |
1% |
False |
True |
5,808 |
20 |
1,360.7 |
1,272.4 |
88.3 |
6.9% |
14.3 |
1.1% |
1% |
False |
True |
4,909 |
40 |
1,368.0 |
1,272.4 |
95.6 |
7.5% |
15.1 |
1.2% |
1% |
False |
True |
4,803 |
60 |
1,378.1 |
1,272.4 |
105.7 |
8.3% |
15.6 |
1.2% |
1% |
False |
True |
4,049 |
80 |
1,387.1 |
1,267.8 |
119.3 |
9.4% |
16.8 |
1.3% |
4% |
False |
False |
3,434 |
100 |
1,387.1 |
1,210.0 |
177.1 |
13.9% |
15.7 |
1.2% |
36% |
False |
False |
2,975 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,516.5 |
2.618 |
1,440.6 |
1.618 |
1,394.1 |
1.000 |
1,365.4 |
0.618 |
1,347.6 |
HIGH |
1,318.9 |
0.618 |
1,301.1 |
0.500 |
1,295.7 |
0.382 |
1,290.2 |
LOW |
1,272.4 |
0.618 |
1,243.7 |
1.000 |
1,225.9 |
1.618 |
1,197.2 |
2.618 |
1,150.7 |
4.250 |
1,074.8 |
|
|
Fisher Pivots for day following 04-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
1,295.7 |
1,303.8 |
PP |
1,288.1 |
1,293.6 |
S1 |
1,280.6 |
1,283.3 |
|